End-of-day (EOD) historical options data written on the SPDR S&P 500 Trust ETF (SPY) over the last two years (01/02/2015 – 12/30/2016) was collected from data service IVolatility.
We present the first version of the training set used in the Gravity Spy citizen science project. This training set, curated further from the one discussed in detail here and available here 10.5281/ze